-37.5%
APH vs ALB
-25.5%
-12.1%
-53.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -47.8% | -6.4% | -41.4% | -45.1% |
| 7D | -48.7% | -7.0% | -41.7% | -46.0% |
| 30D | -51.9% | +6.3% | -58.2% | -51.1% |
| 3M | -43.6% | -23.6% | -20.0% | -38.9% |
| 6M | -37.5% | -24.6% | -12.9% | -35.0% |
| All | -37.5% | -25.5% | -12.1% | -35.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 6mo: compounded portfolio wealth divided by compounded ALB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
6mo analysis · Full analysis span regression · Available span rolling